ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-242 |
105-210 |
-0-032 |
-0.1% |
105-122 |
| High |
105-280 |
105-295 |
0-015 |
0.0% |
105-145 |
| Low |
105-162 |
105-192 |
0-030 |
0.1% |
104-238 |
| Close |
105-222 |
105-240 |
0-018 |
0.1% |
105-048 |
| Range |
0-118 |
0-102 |
-0-015 |
-12.8% |
0-228 |
| ATR |
0-097 |
0-097 |
0-000 |
0.4% |
0-000 |
| Volume |
5 |
79 |
74 |
1,480.0% |
227 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-230 |
106-178 |
105-296 |
|
| R3 |
106-128 |
106-075 |
105-268 |
|
| R2 |
106-025 |
106-025 |
105-259 |
|
| R1 |
105-292 |
105-292 |
105-249 |
105-319 |
| PP |
105-242 |
105-242 |
105-242 |
105-256 |
| S1 |
105-190 |
105-190 |
105-231 |
105-216 |
| S2 |
105-140 |
105-140 |
105-221 |
|
| S3 |
105-038 |
105-088 |
105-212 |
|
| S4 |
104-255 |
104-305 |
105-184 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-079 |
106-291 |
105-173 |
|
| R3 |
106-172 |
106-063 |
105-110 |
|
| R2 |
105-264 |
105-264 |
105-089 |
|
| R1 |
105-156 |
105-156 |
105-068 |
105-096 |
| PP |
105-037 |
105-037 |
105-037 |
105-007 |
| S1 |
104-248 |
104-248 |
105-027 |
104-189 |
| S2 |
104-129 |
104-129 |
105-006 |
|
| S3 |
103-222 |
104-021 |
104-305 |
|
| S4 |
102-314 |
103-113 |
104-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-295 |
104-238 |
1-058 |
1.1% |
0-085 |
0.3% |
85% |
True |
False |
42 |
| 10 |
105-295 |
104-238 |
1-058 |
1.1% |
0-053 |
0.2% |
85% |
True |
False |
31 |
| 20 |
106-218 |
104-238 |
1-300 |
1.8% |
0-026 |
0.1% |
52% |
False |
False |
17 |
| 40 |
107-215 |
104-238 |
2-298 |
2.8% |
0-013 |
0.0% |
34% |
False |
False |
8 |
| 60 |
109-030 |
104-238 |
4-112 |
4.1% |
0-009 |
0.0% |
23% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-091 |
|
2.618 |
106-243 |
|
1.618 |
106-141 |
|
1.000 |
106-078 |
|
0.618 |
106-038 |
|
HIGH |
105-295 |
|
0.618 |
105-256 |
|
0.500 |
105-244 |
|
0.382 |
105-232 |
|
LOW |
105-192 |
|
0.618 |
105-129 |
|
1.000 |
105-090 |
|
1.618 |
105-027 |
|
2.618 |
104-244 |
|
4.250 |
104-077 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-244 |
105-236 |
| PP |
105-242 |
105-232 |
| S1 |
105-241 |
105-229 |
|